Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0.16% | 6.11 CHF | 6.12 CHF | 72,000 | 72,000 | 71,574 | 71,574 | 435,595 CHF | 436,310 CHF | 100.00% | 100.00% |
20/11/2024 | 0.17% | 5.91 CHF | 5.92 CHF | 72,000 | 72,000 | 71,812 | 71,812 | 428,818 CHF | 429,536 CHF | 100.00% | 100.00% |
19/11/2024 | 0.17% | 5.85 CHF | 5.86 CHF | 74,000 | 74,000 | 73,695 | 73,695 | 425,868 CHF | 426,605 CHF | 100.00% | 100.00% |
18/11/2024 | 0.17% | 5.82 CHF | 5.83 CHF | 74,000 | 74,000 | 73,695 | 73,695 | 426,527 CHF | 427,264 CHF | 100.00% | 100.00% |
15/11/2024 | 0.17% | 5.74 CHF | 5.75 CHF | 74,000 | 74,000 | 73,655 | 73,655 | 427,578 CHF | 428,314 CHF | 100.00% | 100.00% |
14/11/2024 | 0.17% | 5.90 CHF | 5.91 CHF | 72,000 | 72,000 | 72,312 | 72,312 | 424,969 CHF | 425,692 CHF | 100.00% | 100.00% |
13/11/2024 | 0.17% | 5.84 CHF | 5.85 CHF | 74,000 | 74,000 | 73,563 | 73,563 | 427,129 CHF | 427,865 CHF | 100.00% | 100.00% |
12/11/2024 | 0.17% | 5.93 CHF | 5.94 CHF | 72,000 | 72,000 | 71,703 | 71,703 | 427,187 CHF | 427,904 CHF | 100.00% | 100.00% |
11/11/2024 | 0.17% | 5.98 CHF | 5.99 CHF | 72,000 | 72,000 | 71,703 | 71,703 | 432,909 CHF | 433,626 CHF | 100.00% | 100.00% |
08/11/2024 | 0.17% | 5.99 CHF | 6.00 CHF | 72,000 | 72,000 | 71,700 | 71,700 | 429,494 CHF | 430,211 CHF | 99.18% | 99.18% |